Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 101 SUB-COHORT 12X4212 1212101 09/30/2014 01992 5.479999200 9,000,000.0000 82,199.99 11/30/2011 12X4212 1212101 09/30/2014 01993 4.629999600 9,400,000.0000 72,536.66 11/30/2011 12X4212 1212101 09/30/2014 01994 5.420001600 15,600,000.0000 140,920.04 11/30/2011 12X4212 1212101 09/30/2014 01995 6.739999200 15,400,000.0000 172,993.31 11/30/2011 12X4212 1212101 09/30/2014 01996 5.969998800 22,000,000.0000 218,899.96 11/30/2011 12X4212 1212101 09/30/2014 01997 6.149998800 28,000,000.0000 286,999.94 11/30/2011 12X4212 1212101 09/30/2014 01998 5.550001200 30,600,000.0000 283,050.06 11/30/2011 12X4212 1212101 09/30/2012 01999 5.199998400 7,000,000.0000 60,666.65 11/30/2011 12X4212 1212101 09/30/2014 01999 5.199998400 45,000,000.0000 389,999.88 11/30/2011 12X4212 1212101 09/30/2012 02000 6.249999600 48,000,000.0000 499,999.97 11/30/2011 12X4212 1212101 09/30/2014 02001 4.970001600 56,300,000.0000 466,351.82 11/30/2011 12X4212 1212101 09/30/2014 02002 4.029998400 65,000,000.0000 436,583.16 11/30/2011 12X4212 1212101 09/30/2012 02003 3.009999600 58,300,000.0000 292,471.63 11/30/2011 12X4212 1212101 09/30/2014 02003 3.009999600 7,550,000.0000 37,875.83 11/30/2011 12X4212 1212101 09/30/2012 02004 3.330000000 69,400,000.0000 385,170.00 11/30/2011 12X4212 1212101 09/30/2014 02005 3.960000000 92,000,000.0000 607,200.00 11/30/2011 12X4212 1212101 09/30/2014 02006 4.790001600 138,000,000.0000 1,101,700.37 11/30/2011 12X4212 1212101 09/30/2012 02007 4.669999200 140,000,000.0000 1,089,666.48 11/30/2011 12X4212 1212101 09/30/2015 02007 4.669999200 15,000,000.0000 116,749.98 11/30/2011 12X4212 1212101 09/30/2012 02008 3.359998800 250,000,000.0000 1,399,999.50 11/30/2011 12X4212 1212101 09/30/2014 02009 2.430000000 583,052,024.0000 2,361,360.70 11/30/2011 12X4212 1212101 09/30/2014 02010 2.340000000 688,018,881.0000 2,683,273.64 11/30/2011 12X4212 1212101 09/30/2015 02011 2.720001600 985,674,968.0000 4,468,395.82 11/30/2011 ------------------------ ---------------------- 3,378,295,873.0000 17,655,065.39 105 SUB-COHORT 12X4212 1212105 09/30/2041 01992 7.499998800 17,000,000.0000 212,499.97 11/30/2011 12X4212 1212105 09/30/2041 01993 6.660000000 18,000,000.0000 199,800.00 11/30/2011 12X4212 1212105 09/30/2035 01994 6.840000000 1,500,000.0000 17,100.00 11/30/2011 12X4212 1212105 09/30/2041 01994 6.840000000 19,000,000.0000 216,600.00 11/30/2011 12X4212 1212105 09/30/2035 01995 7.319998800 13,500,000.0000 164,699.97 11/30/2011 12X4212 1212105 09/30/2037 01996 6.789999600 7,000,000.0000 79,216.66 11/30/2011 12X4212 1212105 09/30/2041 01996 6.789999600 19,000,000.0000 215,016.65 11/30/2011 12X4212 1212105 09/30/2038 01997 6.500001600 13,000,000.0000 140,833.37 11/30/2011 12X4212 1212105 09/30/2041 01997 6.500001600 15,000,000.0000 162,500.04 11/30/2011 12X4212 1212105 09/30/2038 01998 5.940000000 30,500,000.0000 301,950.00 11/30/2011 12X4212 1212105 09/30/2051 01998 5.940000000 1,000,000.0000 9,900.00 11/30/2011 12X4212 1212105 09/30/2039 01999 5.929999200 49,000,000.0000 484,283.27 11/30/2011 12X4212 1212105 09/30/2044 01999 5.929999200 23,000,000.0000 227,316.64 11/30/2011 12X4212 1212105 09/30/2040 02000 6.230001600 54,000,000.0000 560,700.14 11/30/2011 12X4212 1212105 09/30/2041 02000 6.230001600 50,000,000.0000 519,166.80 11/30/2011 12X4212 1212105 09/30/2041 02001 5.410000800 30,000,000.0000 270,500.04 11/30/2011 12X4212 1212105 09/30/2044 02001 5.410000800 53,000,000.0000 477,883.40 11/30/2011 12X4212 1212105 09/30/2042 02002 5.069998800 72,000,000.0000 608,399.86 11/30/2011 12X4212 1212105 09/30/2043 02002 5.069998800 35,000,000.0000 295,749.93 11/30/2011 12X4212 1212105 09/30/2043 02003 4.709998800 57,000,000.0000 447,449.89 11/30/2011 12X4212 1212105 09/30/2044 02003 4.709998800 60,000,000.0000 470,999.88 11/30/2011 12X4212 1212105 09/30/2044 02004 4.780000800 75,000,000.0000 597,500.10 11/30/2011 12X4212 1212105 09/30/2046 02004 4.780000800 30,000,000.0000 239,000.04 11/30/2011 12X4212 1212105 09/30/2045 02005 4.619998800 118,000,000.0000 908,599.76 11/30/2011 12X4212 1212105 09/30/2046 02005 4.619998800 100,000,000.0000 769,999.80 11/30/2011 12X4212 1212105 09/30/2046 02006 4.880001600 205,000,000.0000 1,667,333.88 11/30/2011 12X4212 1212105 09/30/2047 02006 4.880001600 25,000,000.0000 203,333.40 11/30/2011 12X4212 1212105 09/30/2046 02007 4.669999200 187,000,000.0000 1,455,483.08 11/30/2011 12X4212 1212105 09/30/2047 02007 4.669999200 49,000,000.0000 381,383.27 11/30/2011 12X4212 1212105 09/30/2048 02007 4.669999200 40,000,000.0000 311,333.28 11/30/2011 12X4212 1212105 09/30/2048 02008 4.200001200 267,500,000.0000 1,872,500.54 11/30/2011 12X4212 1212105 09/30/2049 02008 4.200001200 87,000,000.0000 609,000.17 11/30/2011 12X4212 1212105 09/30/2049 02009 3.679999200 519,661,220.0000 3,187,254.79 11/30/2011 12X4212 1212105 09/30/2050 02010 3.769999200 623,480,000.0000 3,917,531.84 11/30/2011 12X4212 1212105 09/30/2051 02010 3.769999200 50,000,000.0000 314,166.60 11/30/2011 12X4212 1212105 09/30/2051 02011 3.690000000 540,911,285.0000 3,326,604.40 11/30/2011 ------------------------ ---------------------- 3,555,052,505.0000 25,843,591.46 107 SUB-COHORT 12X4212 1212107 09/30/2022 01992 7.539998400 3,000,000.0000 37,699.99 11/30/2011 12X4212 1212107 09/30/2015 01993 6.660000000 4,500,000.0000 49,950.00 11/30/2011 12X4212 1212107 09/30/2015 01994 6.810001200 8,000,000.0000 90,800.02 11/30/2011 12X4212 1212107 09/30/2015 01995 7.200000000 8,000,000.0000 96,000.00 11/30/2011 12X4212 1212107 09/30/2015 01996 6.639998400 15,000,000.0000 165,999.96 11/30/2011 12X4212 1212107 09/30/2015 01997 6.710000400 23,000,000.0000 257,216.68 11/30/2011 12X4212 1212107 09/30/2015 01998 5.839999200 16,500,000.0000 160,599.98 11/30/2011 12X4212 1212107 09/30/2024 01999 5.730001200 66,000,000.0000 630,300.13 11/30/2011 12X4212 1212107 09/30/2024 02000 6.379999200 31,000,000.0000 329,633.29 11/30/2011 12X4212 1212107 09/30/2015 02001 5.220000000 20,000,000.0000 174,000.00 11/30/2011 12X4212 1212107 09/30/2016 02002 4.629999600 17,000,000.0000 131,183.32 11/30/2011 12X4212 1212107 09/30/2017 02003 3.570001200 23,000,000.0000 136,850.05 11/30/2011 12X4212 1212107 09/30/2018 02004 3.949999200 10,000,000.0000 65,833.32 11/30/2011 12X4212 1212107 09/30/2019 02005 4.160001600 9,000,000.0000 62,400.02 11/30/2011 12X4212 1212107 09/30/2020 02006 4.839998400 24,500,000.0000 197,633.27 11/30/2011 12X4212 1212107 09/30/2021 02007 4.759999200 38,000,000.0000 301,466.62 11/30/2011 12X4212 1212107 09/30/2022 02008 3.899998800 27,000,000.0000 175,499.95 11/30/2011 12X4212 1212107 09/30/2024 02009 3.200000400 25,000,000.0000 133,333.35 11/30/2011 12X4212 1212107 09/30/2024 02010 3.089998800 33,994,814.0000 175,073.22 11/30/2011 12X4212 1212107 09/30/2025 02011 3.110000400 51,000,000.0000 264,350.03 11/30/2011 ------------------------ ---------------------- 453,494,814.0000 3,635,823.20 108 SUB-COHORT 12X4212 1212108 09/30/2050 01992 7.530001200 6,200,000.0000 77,810.01 11/30/2011 12X4212 1212108 09/30/2050 01993 6.660000000 10,400,000.0000 115,440.00 11/30/2011 12X4212 1212108 09/30/2050 01994 6.940000800 13,400,000.0000 154,993.35 11/30/2011 12X4212 1212108 09/30/2044 01997 6.720001200 3,000,000.0000 33,600.01 11/30/2011 12X4212 1212108 09/30/2050 01997 6.720001200 2,700,000.0000 30,240.01 11/30/2011 12X4212 1212108 09/30/2041 01998 5.910001200 3,000,000.0000 29,550.01 11/30/2011 12X4212 1212108 09/30/2044 01998 5.910001200 1,300,000.0000 12,805.00 11/30/2011 ------------------------ ---------------------- 40,000,000.0000 454,438.39 109 SUB-COHORT 12X4212 1212109 09/30/2046 01992 7.089998400 1,000,000.0000 11,816.66 11/30/2011 12X4212 1212109 09/30/2033 01993 6.649999200 600,000.0000 6,650.00 11/30/2011 12X4212 1212109 09/30/2034 01994 6.980000400 475,000.0000 5,525.83 11/30/2011 12X4212 1212109 09/30/2036 01996 6.770001600 525,000.0000 5,923.75 11/30/2011 12X4212 1212109 09/30/2037 01997 6.890000400 200,000.0000 2,296.67 11/30/2011 12X4212 1212109 09/30/2038 01998 5.810000400 475,000.0000 4,599.58 11/30/2011 12X4212 1212109 09/30/2040 02000 6.249999600 1,025,000.0000 10,677.08 11/30/2011 12X4212 1212109 09/30/2041 02001 5.150001600 750,000.0000 6,437.50 11/30/2011 12X4212 1212109 09/30/2043 02003 3.359998800 500,000.0000 2,800.00 11/30/2011 12X4212 1212109 09/30/2044 02004 4.889998800 1,780,000.0000 14,507.00 11/30/2011 12X4212 1212109 09/30/2046 02006 4.910000400 1,000,000.0000 8,183.33 11/30/2011 ------------------------ ---------------------- 8,330,000.0000 79,417.40 116 SUB-COHORT 12X4212 1212116 09/30/2036 01992 7.499998800 750,000.0000 9,375.00 11/30/2011 12X4212 1212116 09/30/2034 01993 6.720001200 200,000.0000 2,240.00 11/30/2011 ------------------------ ---------------------- 950,000.0000 11,615.00 121 SUB-COHORT 12X4212 1212121 09/30/2033 01993 6.649999200 150,000.0000 1,662.50 11/30/2011 12X4212 1212121 09/30/2034 01993 6.649999200 100,000.0000 1,108.33 11/30/2011 12X4212 1212121 09/30/2036 01993 6.649999200 37,000.0000 410.08 11/30/2011 12X4212 1212121 09/30/2028 01994 6.810001200 100,000.0000 1,135.00 11/30/2011 12X4212 1212121 09/30/2034 01994 6.810001200 650,000.0000 7,377.50 11/30/2011 ------------------------ ---------------------- 1,037,000.0000 11,693.41 123 SUB-COHORT 12X4212 1212123 09/30/2018 02004 3.170001600 1,000,000.0000 5,283.34 11/30/2011 12X4212 1212123 09/30/2017 02008 3.039998400 9,000,000.0000 45,599.98 11/30/2011 12X4212 1212123 09/30/2017 02009 2.559999600 65,000,000.0000 277,333.29 11/30/2011 ------------------------ ---------------------- 75,000,000.0000 328,216.61 124 SUB-COHORT 12X4212 1212124 09/30/2012 02001 4.839998400 100,000.0000 806.67 11/30/2011 ------------------------ ---------------------- 100,000.0000 806.67 127 SUB-COHORT 12X4212 1212127 09/30/2030 02010 2.300000400 5,000,000.0000 19,166.67 11/30/2011 12X4212 1212127 09/30/2030 02011 2.750000400 11,163,288.0000 51,165.08 11/30/2011 ------------------------ ---------------------- 16,163,288.0000 70,331.75 ======================== ====================== 7,528,423,480.0000 48,090,999.28 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00